+2,397.2%
RTX vs CTSH
+35,575.5%
-33,178.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | -5.1% | -0.6% | -4.5% | -5.1% |
| 30D | +5.1% | +13.4% | -8.3% | +2.2% |
| 3M | -14.8% | +14.4% | -29.3% | -17.6% |
| 6M | +8.0% | +27.7% | -19.7% | +1.3% |
| YTD | +4.5% | -20.6% | +25.1% | +7.3% |
| 1Y | +9.8% | -9.1% | +19.0% | +9.7% |
| 3Y | +144.2% | +3.1% | +141.1% | +135.6% |
| 5Y | +131.4% | -11.8% | +143.2% | +127.6% |
| 10Y | +273.3% | +42.7% | +230.5% | +233.0% |
| All | +2,397.2% | +35,575.5% | -33,178.3% | +967.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling